SPARKLE: A Nonparametric Approach for Online Decision-Making with High-Dimensional Covariates

Fuente: arXiv
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Autores principales: Wang, Wenjia, Zhang, Qingwen, Zhang, Xiaowei
Formato: Preprint
Publicado: 2025
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author Wang, Wenjia
Zhang, Qingwen
Zhang, Xiaowei
author_facet Wang, Wenjia
Zhang, Qingwen
Zhang, Xiaowei
contents Personalized services are central to today's digital economy, and their sequential decisions are often modeled as contextual bandits. Modern applications pose two main challenges: high-dimensional covariates and the need for nonparametric models to capture complex reward-covariate relationships. We propose SPARKLE, a novel contextual bandit algorithm based on a sparse additive reward model that addresses both challenges through (i) a doubly penalized estimator for nonparametric reward estimation and (ii) an epoch-based design with adaptive screening to balance exploration and exploitation. We prove a sublinear regret bound that grows only logarithmically in the covariate dimensionality; to our knowledge, this is the first such result for nonparametric contextual bandits with high-dimensional covariates. We also derive an information-theoretic lower bound, and the gap to the upper bound vanishes as the reward smoothness increases. Extensive experiments on synthetic data and real data from video recommendation and personalized medicine show strong performance in high-dimensional settings.
format Preprint
id arxiv_https___arxiv_org_abs_2503_16941
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle SPARKLE: A Nonparametric Approach for Online Decision-Making with High-Dimensional Covariates
Wang, Wenjia
Zhang, Qingwen
Zhang, Xiaowei
Machine Learning
Methodology
Personalized services are central to today's digital economy, and their sequential decisions are often modeled as contextual bandits. Modern applications pose two main challenges: high-dimensional covariates and the need for nonparametric models to capture complex reward-covariate relationships. We propose SPARKLE, a novel contextual bandit algorithm based on a sparse additive reward model that addresses both challenges through (i) a doubly penalized estimator for nonparametric reward estimation and (ii) an epoch-based design with adaptive screening to balance exploration and exploitation. We prove a sublinear regret bound that grows only logarithmically in the covariate dimensionality; to our knowledge, this is the first such result for nonparametric contextual bandits with high-dimensional covariates. We also derive an information-theoretic lower bound, and the gap to the upper bound vanishes as the reward smoothness increases. Extensive experiments on synthetic data and real data from video recommendation and personalized medicine show strong performance in high-dimensional settings.
title SPARKLE: A Nonparametric Approach for Online Decision-Making with High-Dimensional Covariates
topic Machine Learning
Methodology
url https://arxiv.org/abs/2503.16941